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Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

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  • Jibo Wu
  • Chaolin Liu

Abstract

This paper considers several estimators for estimating the stochastic restricted ridge regression estimators. A simulation study has been conducted to compare the performance of the estimators. The result from the simulation study shows that stochastic restricted ridge regression estimators outperform mixed estimator. A numerical example has been also given to illustrate the performance of the estimators.

Suggested Citation

  • Jibo Wu & Chaolin Liu, 2014. "Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model," Journal of Applied Mathematics, John Wiley & Sons, vol. 2014(1).
    • Handle: RePEc:wly:jnljam:v:2014:y:2014:i:1:n:508793
    DOI: 10.1155/2014/508793
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    References listed on IDEAS

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    1. Hu Yang & Jianwen Xu, 2009. "An alternative stochastic restricted Liu estimator in linear regression," Statistical Papers, Springer, vol. 50(3), pages 639-647, June.
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